+3,641.8%
CSX vs XLY
+1,192.5%
+2,449.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +6.0% | +2.0% | +3.9% | +4.3% |
| 30D | +7.8% | +7.6% | +0.2% | +1.5% |
| 3M | +4.1% | +1.5% | +2.6% | +2.4% |
| 6M | +17.9% | +1.5% | +16.4% | +14.9% |
| YTD | +44.9% | +1.1% | +43.8% | +40.9% |
| 1Y | +51.1% | +4.3% | +46.9% | +43.2% |
| 3Y | +78.3% | +51.8% | +26.5% | +19.8% |
| 5Y | +58.1% | +22.8% | +35.3% | +20.6% |
| 10Y | +417.9% | +233.4% | +184.4% | +64.4% |
| All | +3,641.8% | +1,192.5% | +2,449.3% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling